C# Класс QLNet.DigitalIborCoupon

Наследование: DigitalCoupon
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Открытые методы

Метод Описание
DigitalIborCoupon ( ) : System
DigitalIborCoupon ( QLNet.IborCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
factory ( QLNet.IborCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow

Описание методов

DigitalIborCoupon() публичный Метод

public DigitalIborCoupon ( ) : System
Результат System

DigitalIborCoupon() публичный Метод

public DigitalIborCoupon ( QLNet.IborCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
underlying QLNet.IborCoupon
callStrike double
callPosition Position
isCallATMIncluded bool
callDigitalPayoff double
putStrike double
putPosition Position
isPutATMIncluded bool
putDigitalPayoff double
replication QLNet.DigitalReplication
Результат System

factory() публичный Метод

public factory ( QLNet.IborCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow
underlying QLNet.IborCoupon
callStrike double
callPosition Position
isCallATMIncluded bool
callDigitalPayoff double
putStrike double
putPosition Position
isPutATMIncluded bool
putDigitalPayoff double
replication QLNet.DigitalReplication
Результат CashFlow